Regression analysis under link violation
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A model \(y=g(\alpha+\beta x,\varepsilon)\), \(\varepsilon\sim F(\varepsilon)\), with an arbitrary function \(g\) and an arbitrary distribution \(F\) is considered. The problem is to estimate the vector \(\beta\). It is shown that, under suitable assumptions on the criterion function, the vector \(\beta\) is identifiable and that there exists an estimate of \(\beta\). It appears that the maximum likelihood-type estimates are asymptotically robust against an incorrect choice of the function \(g\). Also, it is shown the Wald and likelihood ratio tests for testing the hypothesis \(H: \beta W=0\) are asymptotically robust in the above sense. At the end, a numerical example is presented.
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Cited in
(only showing first 100 items - show all)- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- Efficient estimation in sufficient dimension reduction
- Dimension reduction for nonelliptically distributed predictors
- Testing the link when the index is semiparametric -- a comparative study
- Sliced inverse regression for multivariate response regression
- Trimming influential observations for improved single-index model estimated sufficient summary plots
- Contour projected dimension reduction
- Diagnostic check for monotone spread.
- Fisher consistency of GEE models under link misspecification.
- Exploring regression structure with graphics
- Nonlinear confounding in high-dimensional regression
- On selecting parametric link transformation families in generalized linear models
- Efficient estimation in conditional single-index regression
- Dimension reduction for the conditional mean in regressions with categorical predictors
- Dimension reduction based on conditional multiple index density function
- Dimension reduction and estimation in the secondary analysis of case-control studies
- On a new class of sufficient dimension reduction estimators
- Quantile-slicing estimation for dimension reduction in regression
- Penalized principal logistic regression for sparse sufficient dimension reduction
- Principal quantile regression for sufficient dimension reduction with heteroscedasticity
- Robust estimation and variable selection in sufficient dimension reduction
- Estimation and inference on central mean subspace for multivariate response data
- A new approach for credit scoring by directly maximizing the Kolmogorov-Smirnov statistic
- Nonparametric shape-restricted regression
- Principal weighted logistic regression for sufficient dimension reduction in binary classification
- Slice inverse regression with score functions
- Optimal estimation of slope vector in high-dimensional linear transformation models
- A note on margin-based loss functions in classification
- An application of weighted bootstrap method in semi-parametric model
- The quasi-likelihood estimation in regression
- Fuzzy weighted scaled coefficients in semi-parametric model
- Dimension reduction for conditional mean in regression
- Sufficient dimension reduction in regressions with categorical predictors
- Robust inference for univariate proportional hazards frailty regression models
- Sufficient dimension reduction in regressions through cumulative Hessian directions
- A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
- Iterative application of dimension reduction methods
- A general theory for nonlinear sufficient dimension reduction: formulation and estimation
- Quantile based dimension reduction in censored regression
- A distribution-based Lasso for a general single-index model
- Sufficient dimension reduction and instrument search for data with nonignorable nonresponse
- Optimal combination of linear and spectral estimators for generalized linear models
- Dimension reduction for functional data based on weak conditional moments
- Forward and backward uncertainty quantification with active subspaces: application to hypersonic flows around a cylinder
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
- Single index quantile regression for censored data
- Nonparametric variable selection and its application to additive models
- Estimating covariance and precision matrices along subspaces
- A new Bayesian single index model with or without covariates missing at random
- Link misspecification in generalized linear mixed models with a random intercept for binary responses
- Efficient estimation in single index models through smoothing splines
- Inverse regression for ridge recovery: a data-driven approach for parameter reduction in computer experiments
- Central quantile subspace
- On testing conditional qualitative treatment effects
- Cluster-based least absolute deviation regression for dimension reduction
- Least squares estimation in the monotone single index model
- Gauss-Christoffel quadrature for inverse regression: applications to computer experiments
- Asymptotics for a censored generalized linear model with unknown link function
- Exploiting active subspaces to quantify uncertainty in the numerical simulation of the hyshot II scramjet
- Determining the dimension of iterative Hessian transformation
- Semi-parametric order-based generalized multivariate regression
- On a new hybrid estimator for the central mean space
- Projections of a general binary model on a logistic regression
- Estimation for single-index models via martingale difference divergence
- Misspecified nonconvex statistical optimization for sparse phase retrieval
- New efficient estimation and variable selection in models with single-index structure
- On surrogate dimension reduction for measurement error regression: An invariance law
- Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution
- Dimension reduction via marginal high moments in regression
- Moment-based dimension reduction for multivariate response regression
- Nonparametric checks for single-index models
- Contour regression: a general approach to dimension reduction
- Estimating the class prior for positive and unlabelled data via logistic regression
- Semiparametric regression modeling of the global percentile outcome
- Double-estimation-friendly inference for high-dimensional misspecified models
- Missing link in generalized linear problems
- Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model
- Assessing intervention efficacy on high-risk drinkers using generalized linear mixed models with a new class of link functions
- Nonparametric estimation of mean and covariance structures for longitudinal data
- Generalized varying-coefficient single-index model
- Mean response estimation with missing response in the presence of high-dimensional covariates
- Dimension reduction in regressions through weighted variance estimation
- Analysis of clustered and longitudinal binary data subject to response misclassification
- Improving estimated sufficient summary plots in dimension reduction using minimization criteria based on initial estimates
- Applied regression analysis bibliography update 1988-89
- Statistical independence of the colocalized association signals for type 1 diabetes and RPS26 gene expression on chromosome 12q13
- Generalized Additive Models for Pair-Copula Constructions
- On the conditional distributions of low-dimensional projections from high-dimensional data
- OLS for 1D regression models
- A note on least squares sensitivity in single-index model estimation and the benefits of response transformations
- Sequential Optimal Design of Neurophysiology Experiments
- Direction estimation in single-index models via distance covariance
- On generalized multinomial models and joint percentile estimation
- Non-convex penalized estimation in high-dimensional models with single-index structure
- Estimation of Network Parameters in Semiparametric Stochastic Perceptron
- Using the Variagraph to Test Lack of Fit of a Parametric Regression Model Without Replication
- Principal support vector machines for linear and nonlinear sufficient dimension reduction
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Dimension reduction for the conditional kth moment via central solution space
- scientific article; zbMATH DE number 1747147 (Why is no real title available?)
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